Bruce Lee's Final movie was Game of Death. He died while shooting the movie. Causing some scenes to be shot with a very obvious body double. Not only that but his character in the movie dies and they use footage from Bruce's actual funeral.

What makes it real creepy is in the movie. He plays an actor who is killed on set when a prop gun shoots a real bullet. Which is the same way Bruce's son died in real life.

Well.... Yes and no. He was shooting Game of Death and took time off to shoot Enter The Dragon. He died before he could return to Game of Death. So they used the scenes he already shot, built a story around it and added a body double for some scenes.

So in technicality Enter the Dragon was the last movie he shot. But Game of Death was his last movie to be released.